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Harbor International Adm (HRINX)
On
Dec 4
:
55.75
0.13
(0.23%)
MORE ON HRINX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
32.35%
Worst 1 Yr Total Return
(2008)
:
-42.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HRINX
Category
Alpha (against Standard Index)
5.59
-0.52
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
-0.93
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
26.84
24.79
Sharpe Ratio
0.01
N/A
Treynor Ratio
-3.05
N/A
5 Years
Statistic
HRINX
Category
Alpha (against Standard Index)
4.20
-0.43
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
9.47
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
22.30
20.52
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.86
N/A
10 Years
Statistic
HRINX
Category
Alpha (against Standard Index)
5.44
-0.03
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
7.41
0.31
R-squared (against Standard Index)
94
92.22
Standard Deviation
19.77
19.09
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.18
N/A
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